SEKStibor Class Reference

SEK-STIBOR index. More...

#include <qle/indexes/ibor/sekstibor.hpp>

Inheritance diagram for SEKStibor:

Public Member Functions
	SEKStibor (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())

Detailed Description

SEK-STIBOR index.

SEK-STIBOR rate published by Swedish Bankers' Association.

See http://www.swedishbankers.se/web/bf.nsf/pages/startpage_eng.html.

Remarks

Using Sweden calendar, should be Stockholm.

Warning:

Check roll convention and EOM.

    \ingroup indexes